Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Econometric Modelling with Time Series : Specification, Estimation and Testing

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Wide-area control of aggregated power systems

This paper proposes a new method for stabilizing disturbed power systems using wide area measurement and FACTS devices. The approach focuses on both first swing and damping stability of power systems following large disturbances. A two step control algorithm based on Lyapunov Theorem is proposed to be applied on the controllers to improve the power systems stability. The proposed approach is simulated on two test systems and the results show significant improvement in the first swing and damping stability of the test systems.

Damage evaluation based on a wave energy flow map using multiple PZT sensors

A new wave energy flow (WEF) map concept was proposed in this work. Based on it, an improved technique incorporating the laser scanning method and Betti’s reciprocal theorem was developed to evaluate the shape and size of damage as well as to realize visualization of wave propagation. In this technique, a simple signal processing algorithm was proposed to construct the WEF map when waves propagate through an inspection region, and multiple lead zirconate titanate (PZT) sensors were employed to improve inspection reliability. Various damages in aluminum and carbon fiber reinforced plastic laminated plates were experimentally and numerically evaluated to validate this technique. The results show that it can effectively evaluate the shape and size of damage from wave field variations around the damage in the WEF map.

Verifiable multi-secret sharing schemes for multiple threshold access structures

A multi-secret sharing scheme allows several secrets to be shared amongst a group of participants. In 2005, Shao and Cao developed a verifiable multi-secret sharing scheme where each participant’s share can be used several times which reduces the number of interactions between the dealer and the group members. In addition some secrets may require a higher security level than others involving the need for different threshold values. Recently Chan and Chang designed such a scheme but their construction only allows a single secret to be shared per threshold value. In this article we combine the previous two approaches to design a multiple time verifiable multi-secret sharing scheme where several secrets can be shared for each threshold value. Since the running time is an important factor for practical applications, we will provide a complexity comparison of our combined approach with respect to the previous schemes.

Controlling electronic and adiabatic isolation of quantum dots from the substrate : an ionization-energy theoretic study

Recent controversy on the quantum dots dephasing mechanisms (between pure and inelastic) is re-examined by isolating the quantum dots from their substrate by using the appropriate limits of the ionization energy theory and the quantum adiabatic theorem. When the phonons in the quantum dots are isolated adiabatically from the phonons in the substrate, the elastic or pure dephasing becomes the dominant mechanism. On the other hand, for the case where the phonons from the substrate are non-adiabatically coupled to the quantum dots, the inelastic dephasing process takes over. This switch-over is due to different elemental composition in quantum dots as compared to its substrate. We also provide unambiguous analysis as to understand why GaAs/AlGaAs quantum dots may only have pure dephasing while InAs/GaAs quantum dots give rise to the inelastic dephasing as the dominant mechanism. It is shown that the elemental composition plays an important role (of both quantum dots and substrate) in evaluating the dephasing mechanisms of quantum dots.

Head and neck squamous-cell cancer and its association with polymorphic enzymes of xenobiotic metabolism and repair

Tobacco smoking, alcohol drinking, and occupational exposures to polycyclic aromatic hydrocarbons are the major proven risk factors for human head and neck squamous-cell cancer (HNSCC). Major research focus on gene-environment interactions concerning HNSCC has been on genes encoding enzymes of metabolism for tobacco smoke constituents and repair enzymes. To investigate the role of genetically determined individual predispositions in enzymes of xenobiotic metabolism and in repair enzymes under the exogenous risk factor tobacco smoke in the carcinogenesis of HNSCC, we conducted a case-control study on 312 cases and 300 noncancer controls. We focused on the impact of 22 sequence variations in CYP1A1, CYP1B1, CYP2E1, ERCC2/XPD, GSTM1, GSTP1, GSTT1, NAT2, NQO1, and XRCC1. To assess relevant main and interactive effects of polymorphic genes on the susceptibility to HNSCC we used statistical models such as logic regression and a Bayesian version of logic regression. In subgroup analysis of nonsmokers, main effects in ERCC2 (Lys751Gln) C/C genotype and combined ERCC2 (Arg156Arg) C/A and A/A genotypes were predominant. When stratifying for smokers, the data revealed main effects on combined CYP1B1 (Leu432Val) C/G and G/G genotypes, followed by CYP1B1 (Leu432Val) G/G genotype and CYP2E1 (-70G>T) G/T genotype. When fitting logistic regression models including relevant main effects and interactions in smokers, we found relevant associations of CYP1B1 (Leu432Val) C/G genotype and CYP2E1 (-70G>T) G/T genotype (OR, 10.84; 95% CI, 1.64-71.53) as well as CYP1B1 (Leu432Val) G/G genotype and GSTM1 null/null genotype (OR, 11.79; 95% CI, 2.18-63.77) with HNSCC. The findings underline the relevance of genotypes of polymorphic CYP1B1 combined with exposures to tobacco smoke.

Exploring the effect of political risks in large infrastructure projects in politically unstable countries using a probabilistic modelling approach

This research aims to explore and identify political risks on a large infrastructure project in an exaggerated environment to ascertain whether sufficient objective information can be gathered by project managers to utilise risk modelling techniques. During the study, the author proposes a new definition of political risk; performs a detailed project study of the Neelum Jhelum Hydroelectric Project in Pakistan; implements a probabilistic model using the principle of decomposition and Bayes probabilistic theorem and answers the question: was it possible for project managers to obtain all the relevant objective data to implement a probabilistic model?

The epidemiological modelling of major depressive disorder : application for the global burden of disease study 2010

Background Although the detrimental impact of major depressive disorder (MDD) at the individual level has been described, its global epidemiology remains unclear given limitations in the data. Here we present the modelled epidemiological profile of MDD dealing with heterogeneity in the data, enforcing internal consistency between epidemiological parameters and making estimates for world regions with no empirical data. These estimates were used to quantify the burden of MDD for the Global Burden of Disease Study 2010 (GBD 2010). Method Analyses drew on data from our existing literature review of the epidemiology of MDD. DisMod-MR, the latest version of the generic disease modelling system redesigned as a Bayesian meta-regression tool, derived prevalence by age, year and sex for 21 regions. Prior epidemiological knowledge, study- and country-level covariates adjusted sub-optimal raw data. Results There were over 298 million cases of MDD globally at any point in time in 2010, with the highest proportion of cases occurring between 25 and 34 years. Global point prevalence was very similar across time (4.4% (95% uncertainty: 4.2–4.7%) in 1990, 4.4% (4.1–4.7%) in 2005 and 2010), but higher in females (5.5% (5.0–6.0%) compared to males (3.2% (3.0–3.6%) in 2010. Regions in conflict had higher prevalence than those with no conflict. The annual incidence of an episode of MDD followed a similar age and regional pattern to prevalence but was about one and a half times higher, consistent with an average duration of 37.7 weeks. Conclusion We were able to integrate available data, including those from high quality surveys and sub-optimal studies, into a model adjusting for known methodological sources of heterogeneity. We were also able to estimate the epidemiology of MDD in regions with no available data. This informed GBD 2010 and the public health field, with a clearer understanding of the global distribution of MDD.

Burden of depressive disorders by country, sex, age, and year : findings from the Global Burden of Disease Study 2010

Background Depressive disorders were a leading cause of burden in the Global Burden of Disease (GBD) 1990 and 2000 studies. Here, we analyze the burden of depressive disorders in GBD 2010 and present severity proportions, burden by country, region, age, sex, and year, as well as burden of depressive disorders as a risk factor for suicide and ischemic heart disease. Methods and Findings Burden was calculated for major depressive disorder (MDD) and dysthymia. A systematic review of epidemiological data was conducted. The data were pooled using a Bayesian meta-regression. Disability weights from population survey data quantified the severity of health loss from depressive disorders. These weights were used to calculate years lived with disability (YLDs) and disability adjusted life years (DALYs). Separate DALYs were estimated for suicide and ischemic heart disease attributable to depressive disorders.Depressive disorders were the second leading cause of YLDs in 2010. MDD accounted for 8.2% (5.9%-10.8%) of global YLDs and dysthymia for 1.4% (0.9%-2.0%). Depressive disorders were a leading cause of DALYs even though no mortality was attributed to them as the underlying cause. MDD accounted for 2.5% (1.9%-3.2%) of global DALYs and dysthymia for 0.5% (0.3%-0.6%). There was more regional variation in burden for MDD than for dysthymia; with higher estimates in females, and adults of working age. Whilst burden increased by 37.5% between 1990 and 2010, this was due to population growth and ageing. MDD explained 16 million suicide DALYs and almost 4 million ischemic heart disease DALYs. This attributable burden would increase the overall burden of depressive disorders from 3.0% (2.2%-3.8%) to 3.8% (3.0%-4.7%) of global DALYs. Conclusions GBD 2010 identified depressive disorders as a leading cause of burden. MDD was also a contributor of burden allocated to suicide and ischemic heart disease. These findings emphasize the importance of including depressive disorders as a public-health priority and implementing cost-effective interventions to reduce its burden.Please see later in the article for the Editors' Summary.

Design, construction and evaluation of systems to predict risk in obstetrics

We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy. We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy.

Modelling ciphersuite and version negotiation in the TLS protocol

Real-world cryptographic protocols such as the widely used Transport Layer Security (TLS) protocol support many different combinations of cryptographic algorithms (called ciphersuites) and simultaneously support different versions. Recent advances in provable security have shown that most modern TLS ciphersuites are secure authenticated and confidential channel establishment (ACCE) protocols, but these analyses generally focus on single ciphersuites in isolation. In this paper we extend the ACCE model to cover protocols with many different sub-protocols, capturing both multiple ciphersuites and multiple versions, and define a security notion for secure negotiation of the optimal sub-protocol. We give a generic theorem that shows how secure negotiation follows, with some additional conditions, from the authentication property of secure ACCE protocols. Using this framework, we analyse the security of ciphersuite and three variants of version negotiation in TLS, including a recently proposed mechanism for detecting fallback attacks.

Bayesian refinement of association signals for 14 loci in 3 common diseases

To further investigate susceptibility loci identified by genome-wide association studies, we genotyped 5,500 SNPs across 14 associated regions in 8,000 samples from a control group and 3 diseases: type 2 diabetes (T2D), coronary artery disease (CAD) and Graves' disease. We defined, using Bayes theorem, credible sets of SNPs that were 95% likely, based on posterior probability, to contain the causal disease-associated SNPs. In 3 of the 14 regions, TCF7L2 (T2D), CTLA4 (Graves' disease) and CDKN2A-CDKN2B (T2D), much of the posterior probability rested on a single SNP, and, in 4 other regions (CDKN2A-CDKN2B (CAD) and CDKAL1, FTO and HHEX (T2D)), the 95% sets were small, thereby excluding most SNPs as potentially causal. Very few SNPs in our credible sets had annotated functions, illustrating the limitations in understanding the mechanisms underlying susceptibility to common diseases. Our results also show the value of more detailed mapping to target sequences for functional studies. © 2012 Nature America, Inc. All rights reserved.

Bounds on isoperimetric values of trees

Let G = (V, E) be a finite, simple and undirected graph. For S subset of V, let delta(S, G) = {(u, v) is an element of E : u is an element of S and v is an element of V - S} be the edge boundary of S. Given an integer i, 1 <= i <= vertical bar V vertical bar, let the edge isoperimetric value of G at i be defined as b(e)(i, G) = min(S subset of V:vertical bar S vertical bar=i)vertical bar delta(S, G)vertical bar. The edge isoperimetric peak of G is defined as b(e)(G) = max(1 <= j <=vertical bar V vertical bar)b(e)(j, G). Let b(v)(G) denote the vertex isoperimetric peak defined in a corresponding way. The problem of determining a lower bound for the vertex isoperimetric peak in complete t-ary trees was recently considered in [Y. Otachi, K. Yamazaki, A lower bound for the vertex boundary-width of complete k-ary trees, Discrete Mathematics, in press (doi: 10.1016/j.disc.2007.05.014)]. In this paper we provide bounds which improve those in the above cited paper. Our results can be generalized to arbitrary (rooted) trees. The depth d of a tree is the number of nodes on the longest path starting from the root and ending at a leaf. In this paper we show that for a complete binary tree of depth d (denoted as T-d(2)), c(1)d <= b(e) (T-d(2)) <= d and c(2)d <= b(v)(T-d(2)) <= d where c(1), c(2) are constants. For a complete t-ary tree of depth d (denoted as T-d(t)) and d >= c log t where c is a constant, we show that c(1)root td <= b(e)(T-d(t)) <= td and c(2)d/root t <= b(v) (T-d(t)) <= d where c(1), c(2) are constants. At the heart of our proof we have the following theorem which works for an arbitrary rooted tree and not just for a complete t-ary tree. Let T = (V, E, r) be a finite, connected and rooted tree - the root being the vertex r. Define a weight function w : V -> N where the weight w(u) of a vertex u is the number of its successors (including itself) and let the weight index eta(T) be defined as the number of distinct weights in the tree, i.e eta(T) vertical bar{w(u) : u is an element of V}vertical bar. For a positive integer k, let l(k) = vertical bar{i is an element of N : 1 <= i <= vertical bar V vertical bar, b(e)(i, G) <= k}vertical bar. We show that l(k) <= 2(2 eta+k k)

Separability in relativistic Hamiltonian particle dynamics

The problem of separability in recent models of classical relativistic interacting particles is examined. This physical requirement is shown to be more subtle than naive separability of all the constraints defining the system: it is adequate to be able to canonically transform the time-fixing constraints from an unseparated to a separated form when clusters emerge. Viewing separability in this way, and within a specific framework, we are led to a new no-interaction theorem which states the incompatibility of nontrivial interaction with relativistic invariance, separability, and invariant world lines for more than two particles.